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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"THEMA Working Papers"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Jeanblanc, Monique"
~person:"Madan, Dilip B."
~person:"Palma, André de"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Option pricing theory
9
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Jeanblanc, Monique
Madan, Dilip B.
Palma, André de
Kwok, Yue-Kuen
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Levendorskij, Sergej Z.
10
Fabozzi, Frank J.
8
Chen, Son-nan
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International journal of theoretical and applied finance
THEMA Working Papers
The journal of derivatives : the official publication of the International Association of Financial Engineers
Robert H. Smith School Research Paper
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The journal of computational finance
7
Applied mathematical finance
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Finance : revue de l'Association Française de Finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Digital finance : smart data analytics, investment innovation, and financial technology
1
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1
Indifference pricing : theory and applications
1
Insurance / Mathematics & economics
1
International Journal of Portfolio Analysis and Management
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International journal of financial engineering
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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Review of derivatives research
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Risks : open access journal
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Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
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The journal of derivatives : JOD
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1
Role of information in
pricing
default-sensitive contingent claims
Jeanblanc, Monique
;
Leniec, Marta
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
Saved in:
2
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
3
First-to-default and second-to-default options in models with various information flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012652666
Saved in:
4
Conic option
pricing
Madan, Dilip B.
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 10-36
Persistent link: https://www.econbiz.de/10011931506
Saved in:
5
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
6
Pricing
of contingent claims in a two-dimensional model with random dividends
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1091-1104
Persistent link: https://www.econbiz.de/10003946574
Saved in:
7
Utility maximization with random horizon : a BSDE approach
Jeanblanc, Monique
;
Mastrolia, Thibaut
;
Possamai͏̈, Dylan
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011404177
Saved in:
8
Put option prices as joint distribution functions in strike and maturity : the black-scholes case
Madan, Dilip B.
;
Roynette, Bernard
;
Yor, Marc
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1075-1090
Persistent link: https://www.econbiz.de/10003946566
Saved in:
9
Pricing
and filtering in a two-dimensional dividend switching model
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
13
(
2010
)
7
,
pp. 1001-1017
Persistent link: https://www.econbiz.de/10008906248
Saved in:
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